Short Duration Plus

This product seeks to preserve and enhance the real value of assets by balancing risks across multiple sources. Its objective is to provide positive returns over any 12 month period, while outperforming inflation over a market cycle.  Short Duration Plus invests primarily in large, liquid global bond and currency markets.

Clients who seek a low volatility, high return profile use this strategy to:

       Provide a return in excess of a money market fund
       Generate an absolute return
       Transport alpha over a benchmark such as T-bills or equities

Expected return and volatility are typically a function of a client's guidelines, time horizon and risk tolerance.  However, we target 75-100 bps of out-performance with tracking error of 150-200 bps.*

Sources of alpha include:

       Term structure management
       Duration management
       Non US securities and currencies
       Spread sector & volatility sector management
       Breakeven inflation relative value trading

 

* Past Performance is no guarantee of future results.